NYMEX Light Sweet Crude Oil Future July 2010
| Trading Metrics calculated at close of trading on 19-Mar-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Mar-2010 |
19-Mar-2010 |
Change |
Change % |
Previous Week |
| Open |
83.49 |
83.14 |
-0.35 |
-0.4% |
82.22 |
| High |
83.74 |
83.26 |
-0.48 |
-0.6% |
84.00 |
| Low |
82.86 |
81.00 |
-1.86 |
-2.2% |
80.15 |
| Close |
83.34 |
81.77 |
-1.57 |
-1.9% |
81.77 |
| Range |
0.88 |
2.26 |
1.38 |
156.8% |
3.85 |
| ATR |
1.87 |
1.90 |
0.03 |
1.8% |
0.00 |
| Volume |
24,022 |
35,885 |
11,863 |
49.4% |
120,506 |
|
| Daily Pivots for day following 19-Mar-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
88.79 |
87.54 |
83.01 |
|
| R3 |
86.53 |
85.28 |
82.39 |
|
| R2 |
84.27 |
84.27 |
82.18 |
|
| R1 |
83.02 |
83.02 |
81.98 |
82.52 |
| PP |
82.01 |
82.01 |
82.01 |
81.76 |
| S1 |
80.76 |
80.76 |
81.56 |
80.26 |
| S2 |
79.75 |
79.75 |
81.36 |
|
| S3 |
77.49 |
78.50 |
81.15 |
|
| S4 |
75.23 |
76.24 |
80.53 |
|
|
| Weekly Pivots for week ending 19-Mar-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
93.52 |
91.50 |
83.89 |
|
| R3 |
89.67 |
87.65 |
82.83 |
|
| R2 |
85.82 |
85.82 |
82.48 |
|
| R1 |
83.80 |
83.80 |
82.12 |
82.89 |
| PP |
81.97 |
81.97 |
81.97 |
81.52 |
| S1 |
79.95 |
79.95 |
81.42 |
79.04 |
| S2 |
78.12 |
78.12 |
81.06 |
|
| S3 |
74.27 |
76.10 |
80.71 |
|
| S4 |
70.42 |
72.25 |
79.65 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
84.00 |
80.15 |
3.85 |
4.7% |
1.79 |
2.2% |
42% |
False |
False |
24,101 |
| 10 |
84.14 |
80.15 |
3.99 |
4.9% |
1.72 |
2.1% |
41% |
False |
False |
22,709 |
| 20 |
84.14 |
78.24 |
5.90 |
7.2% |
1.79 |
2.2% |
60% |
False |
False |
18,707 |
| 40 |
84.14 |
71.64 |
12.50 |
15.3% |
2.00 |
2.4% |
81% |
False |
False |
14,307 |
| 60 |
86.41 |
71.64 |
14.77 |
18.1% |
1.83 |
2.2% |
69% |
False |
False |
11,127 |
| 80 |
86.41 |
71.64 |
14.77 |
18.1% |
1.81 |
2.2% |
69% |
False |
False |
9,312 |
| 100 |
86.41 |
71.64 |
14.77 |
18.1% |
1.79 |
2.2% |
69% |
False |
False |
8,081 |
| 120 |
86.41 |
70.45 |
15.96 |
19.5% |
1.75 |
2.1% |
71% |
False |
False |
7,193 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
92.87 |
|
2.618 |
89.18 |
|
1.618 |
86.92 |
|
1.000 |
85.52 |
|
0.618 |
84.66 |
|
HIGH |
83.26 |
|
0.618 |
82.40 |
|
0.500 |
82.13 |
|
0.382 |
81.86 |
|
LOW |
81.00 |
|
0.618 |
79.60 |
|
1.000 |
78.74 |
|
1.618 |
77.34 |
|
2.618 |
75.08 |
|
4.250 |
71.40 |
|
|
| Fisher Pivots for day following 19-Mar-2010 |
| Pivot |
1 day |
3 day |
| R1 |
82.13 |
82.50 |
| PP |
82.01 |
82.26 |
| S1 |
81.89 |
82.01 |
|